ECBOT 10 Year T-Note Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
124-315 |
124-270 |
-0-045 |
-0.1% |
124-145 |
| High |
125-040 |
125-235 |
0-195 |
0.5% |
125-160 |
| Low |
124-210 |
124-230 |
0-020 |
0.1% |
123-270 |
| Close |
125-025 |
125-200 |
0-175 |
0.4% |
125-020 |
| Range |
0-150 |
1-005 |
0-175 |
116.7% |
1-210 |
| ATR |
0-178 |
0-188 |
0-011 |
5.9% |
0-000 |
| Volume |
1,198,504 |
1,982,503 |
783,999 |
65.4% |
5,287,247 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-130 |
128-010 |
126-059 |
|
| R3 |
127-125 |
127-005 |
125-289 |
|
| R2 |
126-120 |
126-120 |
125-260 |
|
| R1 |
126-000 |
126-000 |
125-230 |
126-060 |
| PP |
125-115 |
125-115 |
125-115 |
125-145 |
| S1 |
124-315 |
124-315 |
125-170 |
125-055 |
| S2 |
124-110 |
124-110 |
125-140 |
|
| S3 |
123-105 |
123-310 |
125-111 |
|
| S4 |
122-100 |
122-305 |
125-021 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-247 |
129-023 |
125-312 |
|
| R3 |
128-037 |
127-133 |
125-166 |
|
| R2 |
126-147 |
126-147 |
125-117 |
|
| R1 |
125-243 |
125-243 |
125-069 |
126-035 |
| PP |
124-257 |
124-257 |
124-257 |
124-312 |
| S1 |
124-033 |
124-033 |
124-291 |
124-145 |
| S2 |
123-047 |
123-047 |
124-243 |
|
| S3 |
121-157 |
122-143 |
124-194 |
|
| S4 |
119-267 |
120-253 |
124-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-235 |
123-270 |
1-285 |
1.5% |
0-247 |
0.6% |
94% |
True |
False |
1,593,460 |
| 10 |
125-235 |
123-240 |
1-315 |
1.6% |
0-202 |
0.5% |
94% |
True |
False |
1,230,056 |
| 20 |
125-235 |
122-245 |
2-310 |
2.4% |
0-184 |
0.5% |
96% |
True |
False |
1,037,647 |
| 40 |
125-235 |
122-245 |
2-310 |
2.4% |
0-174 |
0.4% |
96% |
True |
False |
938,734 |
| 60 |
126-120 |
122-245 |
3-195 |
2.9% |
0-173 |
0.4% |
79% |
False |
False |
708,889 |
| 80 |
126-250 |
122-245 |
4-005 |
3.2% |
0-156 |
0.4% |
71% |
False |
False |
531,927 |
| 100 |
126-250 |
122-040 |
4-210 |
3.7% |
0-133 |
0.3% |
75% |
False |
False |
425,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-016 |
|
2.618 |
128-126 |
|
1.618 |
127-121 |
|
1.000 |
126-240 |
|
0.618 |
126-116 |
|
HIGH |
125-235 |
|
0.618 |
125-111 |
|
0.500 |
125-072 |
|
0.382 |
125-034 |
|
LOW |
124-230 |
|
0.618 |
124-029 |
|
1.000 |
123-225 |
|
1.618 |
123-024 |
|
2.618 |
122-019 |
|
4.250 |
120-129 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
125-158 |
125-154 |
| PP |
125-115 |
125-108 |
| S1 |
125-072 |
125-062 |
|